High Ponytail and Headache
A: My guess is that either you have A) very thick hair or B) very long hair. Both of these situations cause women who try to wear ponytails discomfort, particularly when the tails are placed in positions on the scalp that result in a lot of localized tension (such as high on the crown).
The advice I can offer is to discuss options for styling with your dance instructor and find out whether there are any variations which might be acceptable. It's probably likely that the instructor wants all of the girls in the troupe to have identical styles to create a uniform look, but perhaps you could ask about options like wearing a "bun" or a "twist" which would help you to avoid the hanging tension of the ponytail.
If that doesn't work as an option, you might try this:
Create a double ponytail. Begin by isolating a circle of hair along the crown of the head. Pull the hair up into the position you need the ponytail to rest and secure it in a ponytail elastic. Next, take the rest of the hair and comb it back to the crown and gather it around the first ponytail. Take the second elastic and secure the outer tail around the inner one.
This should help to divide the weight of the tail and prevent the localized tension from being as intense. The result should be a more comfortable ponytail.
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See also:
Photos of celebrities with a ponytail
How to create a ponytail with poof
Is wearing your hair in a ponytail bad for your hair?